+347.2%
ELF vs MTCH
+161.8%
+185.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | +6.3% | +3.7% | +2.5% | +5.5% |
| 30D | +8.5% | -2.8% | +11.3% | +8.9% |
| 3M | +24.4% | +9.3% | +15.2% | +21.8% |
| 6M | +94.7% | +9.2% | +85.5% | +90.7% |
| YTD | +55.9% | +26.5% | +29.4% | +47.8% |
| 1Y | +48.4% | +22.6% | +25.8% | +41.6% |
| 3Y | +24.6% | +40.8% | -16.1% | +14.6% |
| 5Y | +285.0% | -72.9% | +357.9% | +343.9% |
| 10Y | +357.2% | +152.4% | +204.8% | +362.8% |
| All | +347.2% | +161.8% | +185.4% | +351.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling